Some video hosting platforms implement certain security features to restrict the visualisation of videos based on the user referrer (domain).
The previous is used to allow a video to be played only if is embedded under certain domains.
This will work fine on Moodle LMS but it won't work on the Moodle mobile application, the reason is that the referrer for the app is http://localhost or moodleappfs://localhost depending on the platform (videos are embedded directly in the application so the referrer is the one provided by the Cordova container).
For Vimeo we were able to solve this issue by implementing some core features in the Vimeo media plugin in LMS to always serve the videos directly from the server (by embedding in the app a special page hosted in the site that will render the video iframe) but this is specific for that platform.
We should try to find a generic solution for wistia, bunny.net and similar platforms.